+2.1%
EXC vs IBB
+30.0%
-27.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -1.9% | +1.6% | -3.6% | -1.9% |
| 30D | +7.8% | +6.7% | +1.1% | +7.9% |
| 3M | +1.9% | +6.3% | -4.5% | +2.0% |
| 6M | +3.4% | +23.9% | -20.5% | +3.7% |
| YTD | +7.6% | +26.6% | -19.0% | +7.2% |
| 1Y | +2.1% | +29.6% | -27.5% | +0.7% |
| All | +2.1% | +30.0% | -27.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling